Introduction to Time Series and Forecasting
(Sprache: Englisch)
This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included...
Leider schon ausverkauft
versandkostenfrei
Buch
96.25 €
Produktdetails
Produktinformationen zu „Introduction to Time Series and Forecasting “
This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.
Klappentext zu „Introduction to Time Series and Forecasting “
This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied in economics, engineering, and the natural and social sciences. The book assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This second edition contains detailed instructions on the use of the new totally windows-based computer package ITSM2000. Expanded treatments are also given of several topics treated only briefly in the first edition. These include regression with time series errors, which plays an important role in forecasting and inference, and ARCH and GARCH models, which are widely used for the modeling of financial time series. These models can be fitted using the new version of ITSM. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include the Burg and Hannan-Rissanen algorithms, unit roots, the EM algorithm, structural models, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introductions are also given to cointegration and to non-linear, continuous-time and long-memory models.
Inhaltsverzeichnis zu „Introduction to Time Series and Forecasting “
Introduction* Stationary Processes
* ARMA Models
* Spectral Analysis
* Modelling and Forecasting with ARMA Processes
* Nonstationary and Seasonal Time Series Models
* Multivariate Time Series
* State-Space Models
* Forecasting Techniques
* Further Topics
Bibliographische Angaben
- Autoren: Peter J. Brockwell , Richard A. Davis
- 2010, 2nd ed., 8th corr. pr., XIV, 434 Seiten, 10 Schwarz-Weiß-Abbildungen, Maße: 20 x 23,5 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 0387953515
- ISBN-13: 9780387953519
- Erscheinungsdatum: 29.04.2010
Sprache:
Englisch
Rezension zu „Introduction to Time Series and Forecasting “
From the reviews:"The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably. ...The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town." ISI Short Book Reviews
Kommentar zu "Introduction to Time Series and Forecasting"
0 Gebrauchte Artikel zu „Introduction to Time Series and Forecasting“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Introduction to Time Series and Forecasting".
Kommentar verfassen